hb/tester/ver.2026/05/18/backtest_results: 2024-01-01 - 2026-06-01 | zz-sol | exchange: Bybit

Pairs
1
Initial Balance
1000.00
Final Balance
1477.18
Total PnL
477.18 (47.72%)
Total Trades (Win/Los)
247 (148/99)
Win Rate
59.92%
Max Drawdown
734.26 (39.18%)
Total Fees
159.13
Position avg (max), %
26.72 (130.41)
Profit Factor
1.13
Duration (days)
882.0
Equity Curve (Margin balance)
Monthly Returns Heatmap (%)
Year Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Year
2024 -5.31% 8.16% 24.74% 11.40% 3.32% 21.39% -6.29% -2.17% -1.49% -12.21% -6.91% -6.70% 22.89%
2025 15.99% 3.95% 8.07% 0.99% -15.21% 1.68% -1.80% 13.84% -1.19% -7.80% 8.40% 5.84% 32.56%
2026 6.00% -0.26% -7.14% -7.47% -0.19% 0.00% — — — — — — -9.32%
Report Statistics
Period & Scope
Metric Value
Report range 2024-01-01 - 2026-06-01
Days in test 882.0
Months in test 30
Months with data 30
Pairs count 1
Balance & Equity
Metric Value
Initial balance 1000.00
Final balance 1477.18
Min balance 853.62
Max balance 1874.12
Monthly Performance
Metric Value
Average monthly return (geometric), % 1.31
Average monthly return (arithmetic), % 1.72
Best month, % 24.74
Worst month, % -15.21
PnL, Volume & Fees
Metric Value
Total PnL 477.18
Total PnL, % 47.72
Gross profit 5440.13
Gross loss 4802.02
Trading volume (USDT) 445732.93
Total transactions (buy/sell) 248
Total fees 159.13
Funding net -1.80
Funding accrued (received) 22.58
Funding paid 24.39
Trades
Metric Value
Total Trades 247
Win Trades 148
Los Trades 99
Win Rate, % 59.92
Expectancy per trade 2.5834
Max consecutive wins 10
Max consecutive losses 4
Risk & Exposure
Metric Value
Position avg, % of margin balance 26.72
Position max, % of margin balance 130.41
Max Drawdown 734.26
Max Drawdown, % 39.18
Risk-Adjusted Ratios
Metric Value
Profit Factor (gross profit/gross loss) 1.1329
Recovery Factor (Total PnL / Max DD) 0.6499
Sharpe ratio (monthly) 0.6426
Sortino ratio (monthly) 1.2164
CAGR, % 17.53
Calmar ratio (CAGR / Max DD%) 0.4475
Open Positions Size (USDT)
Strategy Charts
SOLUSDT 4h zigzag | PnL: 638.11 | Fee: 159.13 | Vol: 445732.93
Details
{
  "name": "T4 SUI",
  "is_runing": true,
  "description": "",
  "tg_notification": {
    "id_chat": 0,
    "notification_position": true,
    "notification_zz_new_level": false,
    "report": false
  },
  "exchange": {
    "name": "tester",
    "account": "st",
    "subaccount_name": "",
    "kill_switch": 0,
    "order_size_dev_pct": 1.0,
    "execute_stop_by_market": true,
    "bitmex_limit_post_only": true,
    "bitmex_limit_hidden": false,
    "account_type": "UNIFIED",
    "main_timer": 5000,
    "use_upnl": false,
    "use_frozen_balance": true,
    "bybit_transfer_profit": "",
    "signal": {
      "is_spot": true,
      "signal_symbol": ""
    }
  },
  "basic": {
    "strategy": "zigzag",
    "symbol": "SOLUSDT",
    "time_frame": "4h",
    "use_long": true,
    "use_short": true,
    "cross_margin": true,
    "leverage": 20.0,
    "use_fix": false,
    "my_fix_balance": 0.0,
    "balance_percentage_long": 100.0,
    "balance_percentage_short": 100.0,
    "risk_long": 1.0,
    "risk_short": 1.0,
    "lot_long": 0.0,
    "lot_short": 0.0,
    "max_balance": 0.0,
    "more_data": false,
    "max_bars": 2000
  },
  "options": null,
  "filter": null,
  "rebalance": null,
  "hd": null,
  "zz": null,
  "zigzag": {
    "length": 6,
    "detection": 9,
    "detection_source": "default"
  },
  "zigzag_double": null,
  "dd": null,
  "dc": null,
  "mz": null,
  "tv": null,
  "tv_ccs": null,
  "rt": null,
  "tv_mapm": null,
  "tv_lsb": null,
  "tv_hss": null,
  "plus_one": null,
  "mrs": null,
  "mrs2": null,
  "mrs3": null,
  "webhook": null,
  "rapid": null,
  "redflag": null,
  "p2p_bybit": null,
  "SmartProfit": null,
  "shadow_overlap": null
}